+246.5%
FLEX vs UMC
+259.6%
-13.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | -0.6% |
| 7D | -0.9% | +5.0% | -5.8% | -3.2% |
| 30D | -10.1% | +7.7% | -17.8% | -13.4% |
| 3M | -31.3% | +1.7% | -33.0% | -32.7% |
| 6M | +71.3% | +113.9% | -42.7% | +18.3% |
| YTD | +81.2% | +168.9% | -87.7% | +9.6% |
| 1Y | +98.5% | +207.2% | -108.7% | +12.6% |
| 3Y | +428.2% | +227.7% | +200.6% | +183.6% |
| 5Y | +657.3% | +118.0% | +539.2% | +371.0% |
| 10Y | +995.9% | +1,682.1% | -686.2% | +113.4% |
| All | +246.5% | +259.6% | -13.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling